TArec_p02_UNT

// This Pine Script® code is licensed under Apache-2.0
// SPDX-License-Identifier: Apache-2.0
// © PineForge contributors 2026
//
// TA recompute probe 02 — untested TA classes under magnifier
//
// Purpose: exercise three TA classes the C++ gap report flagged as
// having zero save/restore coverage: ALMA, Parabolic SAR, and rolling
// Correlation. Magnifier is ON to drive the recompute paths on every
// sub-bar tick. Drift here points at first-emission landmines in
// classes whose internal state has never been round-tripped.
//
// Trade shape: long-only. Entry when ALMA crosses up through close,
// SAR flips below price, and price/volume correlation is positive.
// Exit on SAR flip back above close.
//
// TV setup: 15m chart, ETH-USDT-USDT, magnifier ON in TV settings.
// Export trades to trades.csv.
//@version=6
strategy("PF TA recompute probe 02 - untested classes", shorttitle="TArec_p02_UNT", overlay=true,
     initial_capital=1000000, use_bar_magnifier=true,
     commission_type=strategy.commission.percent, commission_value=0, slippage=0,
     default_qty_type=strategy.fixed, default_qty_value=1, pyramiding=1,
     process_orders_on_close=false)

almaVal  = ta.alma(close, 14, 0.85, 6)
sarVal   = ta.sar(0.02, 0.02, 0.2)
corrVal  = ta.correlation(close, volume, 20)

bool bullEntry = ta.crossover(close, almaVal) and sarVal < close and corrVal > 0.0
bool bearExit  = sarVal > close

if bullEntry and strategy.position_size == 0
    strategy.entry("L", strategy.long, qty=1, comment="entry long")
if bearExit and strategy.position_size > 0
    strategy.close("L", comment="exit long")